Nonparametric Lecture
Nonparametric Lecture
Nonparametric Lecture
Timothy C. Bates
[email protected]
Parametric Statistics 1
Assume data are drawn from samples
with a certain distribution (usually normal)
Compute the likelihood that groups are
related/unrelated or same/different given
that underlying model
t-test, Pearsons correlation, ANOVA
Parametric Statistics 2
Non-parametric Statistics?
Non-parametric statistics do not assume
any underlying distribution
They estimate the distribution AND
compute the probability that your groups
are the related/the same or
unrelated/different
Nonparametric
No parameters
Non-parametric Statistics
Non-parametric Statistics?
Non-parametric statistics do not assume
any underlying distribution
Estimating or modeling this distribution
reduces their power to detect effects
Outliers more often lead to spurious Type1 (false alarm) errors in parametric
statistics.
Nonparametric statistics reduce data to
an ordinal rank, which reduces the impact
or leverage of outliers.
Error
Power
1-alpha
Non-parametric Choices
Data type?
continuous
discrete
Question?
association
Spearmans
Rank
2
Different central
value
Number of
groups?
two-groups
Mann-Whitney U
Wilcoxons Rank Sums
Difference in 2
BrownForsythe
more than 2
Kruskal-Wallis
test
Non-parametric Choices
Data type?
continuous
discrete
Question?
Like a
association
Pearsons R
Spearmans
Rank
Like
Students t
No alternative
Different central
value
Difference in 2
Number of
groups?
BrownForsythe
two-groups
Mann-Whitney U
Wilcoxons Rank Sums
more than 2
Kruskal-Wallis
test
Like F-test
Like ANOVA
Chi-Squared (2)
Assumptions
Chi-Squared 2 formula
Coin toss
Coin toss 2 in R
chisq.test(c(45,55), p=c(.5,.5))
Mann-Whitney U
Assumptions:
Samples are independent
Observations can be ranked (ordinal or better)
Mann-Whitney U
U tests the difference in the medians of
two independent samples
n1 = number of obs in sample 1
Mann-Whitney U or t-test?
Aesop: Mann-Whitney U
Example
Aesop 2: Mann-Whitney U
Aesop 3: Mann-Whitney U
wilcox.test(tort, hare)
Wilcoxon = W = 25, p-value = 0.31
Aesop 4: Mann-Whitney U
sample estimates:
W = 25, p = 0.31
t.test
Kruskall-Wallis